A teaching note on Cook's distance - a guideline

dc.contributor.authorMcDonald, Barry
dc.date.accessioned2013-05-07T21:16:20Z
dc.date.available2013-05-07T21:16:20Z
dc.date.issued2002
dc.description.abstractCook’s Distance (Di) is used for assessing influence in regression models. The usual criterion is that a point is influential if Di exceeds the median of the Fp,n-p distribution, where p is the number of regression parameters. The practice developed here at Massey Albany is to teach the guideline Di>0.7 for p=2, Di> 0.8 for p=3, Di> 0.85 for p>3, where n≥15. It is not known if this guideline is used elsewhere.en
dc.identifier.citationMcDonald, B. (2002), A teaching note on Cook's distance - a guideline, Research Letters in the Information and Mathematical Sciences, 3, 122-128en
dc.identifier.issn1175-2777
dc.identifier.urihttp://hdl.handle.net/10179/4352
dc.language.isoenen
dc.publisherMassey Universityen
dc.subjectCook's Distanceen
dc.subjectRegression modelsen
dc.titleA teaching note on Cook's distance - a guidelineen
dc.typeArticleen
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